+19.2%
FXI vs CP
+257.3%
-238.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.2% |
| 7D | -4.2% | +2.1% | -6.4% | -5.0% |
| 30D | -1.1% | +9.3% | -10.4% | -4.6% |
| 3M | -4.0% | +0.5% | -4.4% | -4.3% |
| 6M | -11.8% | +10.4% | -22.3% | -15.7% |
| YTD | -11.9% | +28.7% | -40.6% | -21.2% |
| 1Y | -16.1% | +33.2% | -49.3% | -26.1% |
| 3Y | +38.8% | +38.4% | +0.4% | +18.5% |
| 5Y | -9.1% | +26.2% | -35.3% | -20.7% |
| All | +19.2% | +257.3% | -238.2% | -36.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling